3/7/20161 Now it’s time to look at… Discrete Probability

3/7/20162 Discrete Probability Everything you have learned about counting constitutes the basis for computing the probability of events to happen. In the following, we will use the notion experiment for a procedure that yields one of a given set of possible outcomes. This set of possible outcomes is called the sample space of the experiment. An event is a subset of the sample space.

3/7/20163 Discrete Probability If all outcomes in the sample space are equally likely, the following definition of probability applies: The probability of an event E, which is a subset of a finite sample space S of equally likely outcomes, is given by p(E) = |E|/|S|. Probability values range from 0 (for an event that will never happen) to 1 (for an event that will always happen whenever the experiment is carried out).

3/7/20164 Discrete Probability Example I: An urn contains four blue balls and five red balls. What is the probability that a ball chosen from the urn is blue? Solution: There are nine possible outcomes, and the event “blue ball is chosen” comprises four of these outcomes. Therefore, the probability of this event is 4/9 or approximately 44.44%.

3/7/20165 Discrete Probability Example II: What is the probability of winning the lottery 6/49, that is, picking the correct set of six numbers out of 49? Solution: There are C(49, 6) possible outcomes. Only one of these outcomes will actually make us win the lottery. p(E) = 1/C(49, 6) = 1/13,983,816

3/7/20166 Complimentary Events Let E be an event in a sample space S. The probability of an event –E, the complimentary event of E, is given by p(-E) = 1 – p(E). This can easily be shown: p(-E) = (|S| - |E|)/|S| = 1 - |E|/|S| = 1 – p(E). This rule is useful if it is easier to determine the probability of the complimentary event than the probability of the event itself.

3/7/20167 Complimentary Events Example I: A sequence of 10 bits is randomly generated. What is the probability that at least one of these bits is zero? Solution: There are 2 10 = 1024 possible outcomes of generating such a sequence. The event –E, “none of the bits is zero”, includes only one of these outcomes, namely the sequence Therefore, p(-E) = 1/1024. Now p(E) can easily be computed as p(E) = 1 – p(-E) = 1 – 1/1024 = 1023/1024.

3/7/20168 Complimentary Events Example II: What is the probability that at least two out of 36 people have the same birthday? Solution: The sample space S encompasses all possibilities for the birthdays of the 36 people, so |S| = Let us consider the event –E (“no two people out of 36 have the same birthday”). –E includes P(365, 36) outcomes (365 possibilities for the first person’s birthday, 364 for the second, and so on). Then p(-E) = P(365, 36)/ = 0.168, so p(E) = or 83.2%

3/7/20169 Discrete Probability Let E 1 and E 2 be events in the sample space S. Then we have: p(E 1  E 2 ) = p(E 1 ) + p(E 2 ) - p(E 1  E 2 ) Does this remind you of something? Of course, the principle of inclusion-exclusion.

3/7/ Discrete Probability Example: What is the probability of a positive integer selected at random from the set of positive integers not exceeding 100 to be divisible by 2 or 5? Solution: E 2 : “integer is divisible by 2” E 5 : “integer is divisible by 5” E 2 = {2, 4, 6, …, 100} |E 2 | = 50 p(E 2 ) = 0.5

3/7/ Discrete Probability E 5 = {5, 10, 15, …, 100} |E 5 | = 20 p(E 5 ) = 0.2 E 2  E 5 = {10, 20, 30, …, 100} |E 2  E 5 | = 10 p(E 2  E 5 ) = 0.1 p(E 2  E 5 ) = p(E 2 ) + p(E 5 ) – p(E 2  E 5 ) p(E 2  E 5 ) = – 0.1 = 0.6

3/7/ Discrete Probability What happens if the outcomes of an experiment are not equally likely? In that case, we assign a probability p(s) to each outcome s  S, where S is the sample space. Two conditions have to be met: (1): 0  p(s)  1 for each s  S, and (2):  s  S p(s) = 1 This means, as we already know, that (1) each probability must be a value between 0 and 1, and (2) the probabilities must add up to 1, because one of the outcomes is guaranteed to occur.

3/7/ Discrete Probability How can we obtain these probabilities p(s) ? The probability p(s) assigned to an outcome s equals the limit of the number of times s occurs divided by the number of times the experiment is performed. Once we know the probabilities p(s), we can compute the probability of an event E as follows: p(E) =  s  E p(s)

3/7/ Discrete Probability Example I: A die is biased so that the number 3 appears twice as often as each other number. What are the probabilities of all possible outcomes? Solution: There are 6 possible outcomes s 1, …, s 6. p(s 1 ) = p(s 2 ) = p(s 4 ) = p(s 5 ) = p(s 6 ) p(s 3 ) = 2p(s 1 ) Since the probabilities must add up to 1, we have: 5p(s 1 ) + 2p(s 1 ) = 1 7p(s 1 ) = 1 p(s 1 ) = p(s 2 ) = p(s 4 ) = p(s 5 ) = p(s 6 ) = 1/7, p(s 3 ) = 2/7

3/7/ Discrete Probability Example II: For the biased die from Example I, what is the probability that an odd number appears when we roll the die? Solution: E odd = {s 1, s 3, s 5 } Remember the formula p(E) =  s  E p(s). p(E odd ) =  s  E odd p(s) = p(s 1 ) + p(s 3 ) + p(s 5 ) p(E odd ) = 1/7 + 2/7 + 1/7 = 4/7 = 57.14%

3/7/ Conditional Probability If we toss a coin three times, what is the probability that an odd number of tails appears (event E), if the first toss is a tail (event F) ? If the first toss is a tail, the possible sequences are TTT, TTH, THT, and THH. In two out of these four cases, there is an odd number of tails. Therefore, the probability of E, under the condition that F occurs, is 0.5. We call this conditional probability.

3/7/ Conditional Probability If we want to compute the conditional probability of E given F, we use F as the sample space. For any outcome of E to occur under the condition that F also occurs, this outcome must also be in E  F. Definition: Let E and F be events with p(F) > 0. The conditional probability of E given F, denoted by p(E | F), is defined as p(E | F) = p(E  F)/p(F)

3/7/ Conditional Probability Example: What is the probability of a random bit string of length four contains at least two consecutive 0s, given that its first bit is a 0 ? Solution: E: “bit string contains at least two consecutive 0s” F: “first bit of the string is a 0” We know the formula p(E | F) = p(E  F)/p(F). E  F = {0000, 0001, 0010, 0011, 0100} p(E  F) = 5/16 p(F) = 8/16 = 1/2 p(E | F) = (5/16)/(1/2) = 10/16 = 5/8 = 0.625

3/7/201619Independence Let us return to the example of tossing a coin three times. Does the probability of event E (odd number of tails) depend on the occurrence of event F (first toss is a tail) ? In other words, is it the case that p(E | F)  p(E) ? We actually find that p(E | F) = 0.5 and p(E) = 0.5, so we say that E and F are independent events.

3/7/201620Independence Because we have p(E | F) = p(E  F)/p(F), p(E | F) = p(E) if and only if p(E  F) = p(E)p(F). Definition: The events E and F are said to be independent if and only if p(E  F) = p(E)p(F). Obviously, this definition is symmetrical for E and F. If we have p(E  F) = p(E)p(F), then it is also true that p(F | E) = p(F).

3/7/201621Independence Example: Suppose E is the event that a randomly generated bit string of length four begins with a 1, and F is the event that a randomly generated bit string contains an even number of 0s. Are E and F independent? Solution: Obviously, p(E) = p(F) = 0.5. E  F = {1111, 1001, 1010, 1100} p(E  F) = 0.25 p(E  F) = p(E)p(F) Conclusion: E And F are independent.

3/7/ Bernoulli Trials Suppose an experiment with two possible outcomes, such as tossing a coin. Each performance of such an experiment is called a Bernoulli trial. We will call the two possible outcomes a success or a failure, respectively. If p is the probability of a success and q is the probability of a failure, it is obvious that p + q = 1.

3/7/ Bernoulli Trials Often we are interested in the probability of exactly k successes when an experiment consists of n independent Bernoulli trials. Example: A coin is biased so that the probability of head is 2/3. What is the probability of exactly four heads to come up when the coin is tossed seven times?

3/7/ Bernoulli Trials Solution: There are 2 7 = 128 possible outcomes. The number of possibilities for four heads among the seven trials is C(7, 4). The seven trials are independent, so the probability of each of these outcomes is (2/3) 4 (1/3) 3. Consequently, the probability of exactly four heads to appear is C(7, 4)(2/3) 4 (1/3) 3 = 560/2187 = 25.61%

3/7/ Bernoulli Trials Theorem: The probability of k successes in n independent Bernoulli trials, with probability of success p and probability of failure q = 1 – p, is C(n, k)p k q n-k. See the textbook for the proof. We denote by b(k; n, p) the probability of k successes in n independent Bernoulli trials with probability of success p and probability of failure q = 1 – p. Considered as function of k, we call b the binomial distribution.